+1.1%
XHB vs UMAC
+473.8%
-472.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | -4.6% | -3.4% | -1.2% | -4.6% |
| 30D | -9.1% | -15.1% | +6.0% | -8.9% |
| 3M | -8.6% | -10.8% | +2.2% | -8.7% |
| 6M | -4.0% | +15.7% | -19.7% | -5.7% |
| YTD | -3.9% | +80.1% | -84.1% | -7.1% |
| 1Y | -16.5% | +116.7% | -133.2% | -20.1% |
| All | +1.1% | +473.8% | -472.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling